i remember i would go all out defend when i just started playing. It’s the biggest mistake you can make. Defend where it seems fit, attack weak territories to gain IPC’s. As Germany for example you can defend Eastern Europe with a great number of infantry and a few fighters. Your eastern front is now safe. Any troops you have left can now be used to attack british properties in africa, these territories are usually weak and they can supply you with the Income to make a serious threat to russia.
The major advantage about attacking is that you decide what forces are involved, which means you can move your troops in such a way that the outcome of the battle will be in your favour. Make multiple attacks and your advantage will be even greater. This goes for both axis and allies. It also makes a much more interesting gameplay (in a few games you will learn when it might be better not to attack or not to defend).
Visit Axis and Allies websites with basic strategies, they will enhance your gameplay greatly. (Thinking up original strategies yourself takes quite some time and games, therefor its easier to copy them from some else first ;-))
Play other people as often as you can.
Don’t waste expensive units, always be sure to back them up with sufficient infantry units.